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BEKKs

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swMATH45817MaRDI QIDQ5972776FDOQ5972776


Author name not available (Why is that?)

Official website: https://cran.r-project.org/web/packages/BEKKs/index.html

Source code repository: https://github.com/cran/BEKKs




Cited In (3)

  • GAS
  • mgarchBEKK
  • Asymmetric volatility impulse response functions


This page was built for software: BEKKs

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